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Financial Risk Manager (FRM). Free resource
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P2.T5. Market Risk (25%)
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Errors Found in 2021/2022 Study Materials P2.T5. Market Risk
Nicole Seaman
Jan 22, 2021
Replies
11
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1K
May 31, 2022
novenagates
N
I
Fixed income mapping
Imad
Oct 29, 2012
Replies
13
Views
7K
Jun 16, 2022
collen
C
X
GARP.FRM.PQ.P2
2016 Practice exam q 64 volatility smile (garp16-p2-64)
Xin Zhan
Nov 12, 2016
Replies
16
Views
7K
Jun 15, 2022
David Harper CFA FRM
X
CDS on the Senior tranche of the CDO with tranche correlation
xZhan3765
May 15, 2022
Replies
1
Views
94
May 16, 2022
David Harper CFA FRM
M
Vasicek model used to derive the UL
MZHAO0430
Apr 23, 2022
Replies
0
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121
Apr 23, 2022
MZHAO0430
M
H
CDO Tranche Spreads with respect to Correlation between Assets in CDO
HHo0951
Feb 26, 2022
Replies
2
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288
Feb 27, 2022
HHo0951
H
G
VaR Mapping - Diversified VaR
Gareth
Oct 21, 2018
Replies
6
Views
3K
Jan 27, 2022
David Harper CFA FRM
T
Jorion, Chapter 11: VaR Mapping
Torsleno
Jan 16, 2022
Replies
0
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220
Jan 16, 2022
Torsleno
T
R
Lognormal VaR formula on FR_T5_pq_final video lesson
Randy Moon
Jan 8, 2022
Replies
2
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235
Jan 9, 2022
Randy Moon
R
G
Bond Basis Delta
giraffe
Jan 7, 2022
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227
Jan 7, 2022
giraffe
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P.2 T5 Dowd study notes pg 10 confidence intervals
Stella G
Feb 3, 2018
Replies
12
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2K
Dec 9, 2021
David Harper CFA FRM
A
Practice question 3 - Backtesting VaR
ami44
May 13, 2015
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16
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7K
Nov 27, 2021
xzbest
X
VaR versus standard deviation
annaleevance2000
Nov 23, 2021
Replies
2
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325
Nov 24, 2021
annaleevance2000
K
L2.T5.43 Multi-period binomial interest rate tree (Tuckman)
kausthub
May 11, 2020
Replies
7
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816
Nov 17, 2021
David Harper CFA FRM
K
Clarifying question on "a" and "r" in lognormal model - tuckman
kchristo
Nov 3, 2021
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208
Nov 3, 2021
kchristo
K
O
Normal vs lognormal VaR, Tail distribution
onil100
Oct 22, 2021
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315
Oct 22, 2021
onil100
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Short Equity T + long Mezzannine T (correlation impact?)
rajeshtr
Feb 16, 2017
Replies
15
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7K
Oct 22, 2021
MRC2020
M
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Market Risk - Chapter 6, page 121, 10-day VaR
Kjetil
Jul 17, 2019
Replies
3
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863
Oct 10, 2021
David Harper CFA FRM
B
OAS v/s Z spread
BharatSHarma
Sep 6, 2010
Replies
4
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4K
Sep 19, 2021
VanBuren77
F
Learning Spreadsheet chapter 3
Faruk
Sep 18, 2021
Replies
2
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259
Sep 18, 2021
Faruk
F
K
Question on Choudry's Inherent Leverage
kchristo
Jul 14, 2021
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1
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282
Jul 24, 2021
lushukai
C
Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
cfa2015
Mar 10, 2018
Replies
14
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3K
Jun 26, 2021
Ellie_10
J
Calculation of Tail VaR in ES and Normal Deviate in Spectral Measure
Jul Jul
Feb 10, 2021
Replies
5
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1K
May 17, 2021
Jul Jul
J
Option Pricing using binomial method
W0LF
Nov 2, 2015
Replies
4
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1K
May 3, 2021
David Harper CFA FRM
R
GARP 2016 Q61
rohinjain
Apr 17, 2021
Replies
1
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386
Apr 18, 2021
David Harper CFA FRM
Is there any difference in calculation of type 1 and 2 errors?
Steve Jobs
Mar 19, 2014
Replies
5
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1K
Apr 16, 2021
gitusrini
G
N
Testability of TSM (Term Structure Models)
nicholasjalonso
Apr 8, 2021
Replies
4
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549
Apr 10, 2021
nicholasjalonso
N
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Vasicek model recombining tree
SalinaMiao
Jul 27, 2018
Replies
5
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2K
Apr 8, 2021
David Harper CFA FRM
R
GARP Practice Exam 2017 Q9 (Part II)
rohinjain
Apr 5, 2021
Replies
1
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573
Apr 5, 2021
David Harper CFA FRM
G
EVT Learning objective
gitusrini
Mar 23, 2021
Replies
1
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490
Mar 24, 2021
David Harper CFA FRM
R
Lessons from academia - Can someone explain that Remark? (FRM part 2)
Rblc
Mar 5, 2021
Replies
0
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340
Mar 5, 2021
Rblc
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